+401.5%
AFL vs PAYC
+1,158.0%
-756.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.9% |
| 7D | -0.7% | -7.9% | +7.2% | +0.5% |
| 30D | -7.1% | +2.1% | -9.2% | -7.5% |
| 3M | +0.4% | +61.8% | -61.3% | -7.4% |
| 6M | +4.5% | +59.9% | -55.4% | -3.8% |
| YTD | +6.1% | +38.5% | -32.4% | -0.5% |
| 1Y | +10.6% | -1.4% | +11.9% | +9.2% |
| 3Y | +64.0% | -21.0% | +85.0% | +62.4% |
| 5Y | +133.7% | -52.9% | +186.6% | +145.5% |
| 10Y | +298.0% | +332.8% | -34.8% | +210.2% |
| All | +401.5% | +1,158.0% | -756.5% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling